Metamodeling for Variable Annuities (Chapman and Hall/CRC Financial Mathematics Series)
Guojun Gan, Emiliano A. ValdezThis book is devoted to the mathematical methods of metamodeling that can be used to speed up the valuation of large portfolios of variable annuities. It is suitable for advanced undergraduate students, graduate students, and practitioners. It is the goal of this book to describe the computational problems and present the metamodeling approaches in a way that can be accessible to advanced undergraduate students and practitioners. To that end, the book will not only describe the theory of these mathematical approaches, but also present the implementations.
Kategorien:
Jahr:
2019
Auflage:
1
Verlag:
Chapman and Hall/CRC
Sprache:
english
Seiten:
208
ISBN 10:
0815348584
ISBN 13:
9780815348580
Serien:
Chapman and Hall/CRC Financial Mathematics Series
Datei:
PDF, 9.67 MB
IPFS:
,
english, 2019